Wellington Global (Ireland) Risk Analysis And Volatility

IE00B6WXRZ21 -- Ireland Fund  

USD 11.78  0.01  0.09%

Our philosophy towards determining volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Wellington Global Bond which you can use to evaluate future volatility of the fund. Please check out Wellington Global Bond Market Risk Adjusted Performance of (0.57) and Mean Deviation of 0.0973 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Wellington Global Market Sensitivity

As returns on market increase, returns on owning Wellington Global are expected to decrease at a much smaller rate. During bear market, Wellington Global is likely to outperform the market.
2 Months Beta |Analyze Wellington Global Bond Demand Trend
Check current 30 days Wellington Global correlation with market (DOW)
β = -0.0445

Wellington Global Central Daily Price Deviation

Wellington Global Bond Technical Analysis

Transformation
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Wellington Global Projected Return Density Against Market

Assuming 30 trading days horizon, Wellington Global Bond USD D Acc H has beta of -0.0445 . This indicates as returns on benchmark increase, returns on holding Wellington Global are expected to decrease at a much smaller rate. During bear market, however, Wellington Global Bond USD D Acc H is likely to outperform the market. Moreover, The company has an alpha of 0.0288 implying that it can potentially generate 0.0288% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0288
β
Beta against DOW=0.04
σ
Overall volatility
=0.00
Ir
Information ratio =0.28

Wellington Global Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Wellington Global Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Wellington Global Investment Opportunity

DOW has a standard deviation of returns of 1.9 and is 9.223372036854776E16 times more volatile than Wellington Global Bond USD D Acc H. 0% of all equities and portfolios are less risky than Wellington Global. Compared to the overall equity markets, volatility of historical daily returns of Wellington Global Bond USD D Acc H is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Wellington Global Bond USD D Acc H to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Wellington Global to be traded at $12.37 in 30 days. . As returns on market increase, returns on owning Wellington Global are expected to decrease at a much smaller rate. During bear market, Wellington Global is likely to outperform the market.

Wellington Global correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Wellington Global Bond USD D A and equity matching DJI index in the same portfolio.

Wellington Global Volatility Indicators

Wellington Global Bond USD D Acc H Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
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